ICE US Dollar Index Future December 2012
Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
79.085 |
79.270 |
0.185 |
0.2% |
80.400 |
High |
79.365 |
79.485 |
0.120 |
0.2% |
80.590 |
Low |
79.035 |
79.070 |
0.035 |
0.0% |
78.725 |
Close |
79.346 |
79.127 |
-0.219 |
-0.3% |
78.987 |
Range |
0.330 |
0.415 |
0.085 |
25.8% |
1.865 |
ATR |
0.477 |
0.473 |
-0.004 |
-0.9% |
0.000 |
Volume |
15,256 |
19,022 |
3,766 |
24.7% |
88,261 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.472 |
80.215 |
79.355 |
|
R3 |
80.057 |
79.800 |
79.241 |
|
R2 |
79.642 |
79.642 |
79.203 |
|
R1 |
79.385 |
79.385 |
79.165 |
79.306 |
PP |
79.227 |
79.227 |
79.227 |
79.188 |
S1 |
78.970 |
78.970 |
79.089 |
78.891 |
S2 |
78.812 |
78.812 |
79.051 |
|
S3 |
78.397 |
78.555 |
79.013 |
|
S4 |
77.982 |
78.140 |
78.899 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.029 |
83.873 |
80.013 |
|
R3 |
83.164 |
82.008 |
79.500 |
|
R2 |
81.299 |
81.299 |
79.329 |
|
R1 |
80.143 |
80.143 |
79.158 |
79.789 |
PP |
79.434 |
79.434 |
79.434 |
79.257 |
S1 |
78.278 |
78.278 |
78.816 |
77.924 |
S2 |
77.569 |
77.569 |
78.645 |
|
S3 |
75.704 |
76.413 |
78.474 |
|
S4 |
73.839 |
74.548 |
77.961 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.955 |
78.725 |
1.230 |
1.6% |
0.486 |
0.6% |
33% |
False |
False |
22,930 |
10 |
81.765 |
78.725 |
3.040 |
3.8% |
0.540 |
0.7% |
13% |
False |
False |
14,294 |
20 |
82.370 |
78.725 |
3.645 |
4.6% |
0.462 |
0.6% |
11% |
False |
False |
7,236 |
40 |
84.435 |
78.725 |
5.710 |
7.2% |
0.455 |
0.6% |
7% |
False |
False |
3,637 |
60 |
84.610 |
78.725 |
5.885 |
7.4% |
0.398 |
0.5% |
7% |
False |
False |
2,433 |
80 |
84.610 |
78.725 |
5.885 |
7.4% |
0.324 |
0.4% |
7% |
False |
False |
1,857 |
100 |
84.610 |
78.725 |
5.885 |
7.4% |
0.260 |
0.3% |
7% |
False |
False |
1,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.249 |
2.618 |
80.571 |
1.618 |
80.156 |
1.000 |
79.900 |
0.618 |
79.741 |
HIGH |
79.485 |
0.618 |
79.326 |
0.500 |
79.278 |
0.382 |
79.229 |
LOW |
79.070 |
0.618 |
78.814 |
1.000 |
78.655 |
1.618 |
78.399 |
2.618 |
77.984 |
4.250 |
77.306 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
79.278 |
79.160 |
PP |
79.227 |
79.149 |
S1 |
79.177 |
79.138 |
|